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Digital Humanities and Cultural Heritage
SSRN Electronic Journal
Scandinavian Economic History Revie...

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Reinterpretation of economic history in the Baltic countries, 30 years after independence
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Informa UK Limited
Authors: Anu Mai Köll;
Anu Mai Köll;
doi: 10.1080/03585522.2024.2314304
doi: 10.1080/03585522.2024.2314304
Scandinavian Economi...arrow_drop_down
Scandinavian Economic History Review
Article . 2024 . Peer-reviewed
License: CC BY
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Emergency Department Boarding: Quantifying the Impact of ED Boarding on Patient Outcomes and Downstream Hospital Operations
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Huifeng Su; Lesley Meng; Rohit Sangal; Edieal J. Pinker;
Huifeng Su; Lesley Meng; Rohit Sangal; Edieal J. Pinker;
doi: 10.2139/ssrn.4693153
doi: 10.2139/ssrn.4693153
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Stacked Difference-in-Differences
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Coady Wing; Seth Freedman; Alex Hollingsworth;
Coady Wing; Seth Freedman; Alex Hollingsworth;
doi: 10.2139/ssrn.4702247
doi: 10.2139/ssrn.4702247
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Attitudes Toward Refugees in the Shadow of Territorial Conflict: Evidence From Cyprus
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Nicholas Sambanis; George I. Kassinis; Elizabeth Kassinis;
Nicholas Sambanis; George I. Kassinis; Elizabeth Kassinis;
doi: 10.2139/ssrn.4679959
doi: 10.2139/ssrn.4679959
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Cross-boundary AI Innovation as Recombinant Search in Heterogeneous Landscapes: A Network Analysis of Computer Science and Autonomous Vehicle Fields (2009-2020)
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Kaige Gao; Dongyeob Kim; Zhewei Zhang; Youngjin Yoo;
Kaige Gao; Dongyeob Kim; Zhewei Zhang; Youngjin Yoo;
doi: 10.2139/ssrn.4692169
doi: 10.2139/ssrn.4692169
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On Love and Lawyering: A Celebration of the East Bay Community Law Center Festschrift in Honor of EBCLC
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Seema N. Patel;
Seema N. Patel;
doi: 10.2139/ssrn.4707045
doi: 10.2139/ssrn.4707045
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A Commitment Rule for Insolvency Forum
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Anthony Joseph Casey; Aurelio Gurrea-Martínez; Robert K. Rasmussen;
Anthony Joseph Casey; Aurelio Gurrea-Martínez; Robert K. Rasmussen;
doi: 10.2139/ssrn.4704029
doi: 10.2139/ssrn.4704029
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The Fourier-Malliavin Volatility (FMVol) MATLAB® Library
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Sanfelici, Simona; Toscano, Giacomo;
Sanfelici, Simona; Toscano, Giacomo;
doi: 10.2139/ssrn.4712297 , 10.48550/arxiv.2402.00172
doi: 10.2139/ssrn.4712297 , 10.48550/arxiv.2402.00172
This paper presents the Fourier-Malliavin Volatility (FMVol) estimation library for MATLAB. This library includes functions that implement Fourier- Malliavin estimators (see Malliavin and Mancino (2002, 2009)) of the volatility and co-volatility of continuous stochastic volatility processes and second-order quantities, like the quarticity (the squared volatility), the volatility of volatility and the leverage (the covariance between changes in the process and changes in its volatility). The Fourier-Malliavin method is fully non-parametric, does not require equally-spaced observations and is robust to measurement errors, or noise, without any preliminary bias correction or pre-treatment of the observations. Further, in its multivariate version, it is intrinsically robust to irregular and asynchronous sampling. Although originally introduced for a specific application in financial econometrics, namely the estimation of asset volatilities, the Fourier-Malliavin method is a general method that can be applied whenever one is interested in reconstructing the latent volatility and second-order quantities of a continuous stochastic volatility process from discrete observations.
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Odious Debts: The Power of a Mythical Doctrine
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Kim Oosterlinck; Ugo Panizza; Mark Weidemaier; Mitu Gulati;
Kim Oosterlinck; Ugo Panizza; Mark Weidemaier; Mitu Gulati;
doi: 10.2139/ssrn.4697112
doi: 10.2139/ssrn.4697112
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Positions of Women in Russia and China: Index of Axial Institutions
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Sofia Rebrey;
Sofia Rebrey;
doi: 10.2139/ssrn.4692481
doi: 10.2139/ssrn.4692481
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The following results are related to Digital Humanities and Cultural Heritage. Are you interested to view more results? Visit OpenAIRE - Explore.

Reinterpretation of economic history in the Baltic countries, 30 years after independence
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Informa UK Limited
Authors: Anu Mai Köll;
Anu Mai Köll;
doi: 10.1080/03585522.2024.2314304
doi: 10.1080/03585522.2024.2314304
Scandinavian Economi...arrow_drop_down
Scandinavian Economic History Review
Article . 2024 . Peer-reviewed
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Emergency Department Boarding: Quantifying the Impact of ED Boarding on Patient Outcomes and Downstream Hospital Operations
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Huifeng Su; Lesley Meng; Rohit Sangal; Edieal J. Pinker;
Huifeng Su; Lesley Meng; Rohit Sangal; Edieal J. Pinker;
doi: 10.2139/ssrn.4693153
doi: 10.2139/ssrn.4693153
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SSRN Electronic Journal
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Stacked Difference-in-Differences
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Coady Wing; Seth Freedman; Alex Hollingsworth;
Coady Wing; Seth Freedman; Alex Hollingsworth;
doi: 10.2139/ssrn.4702247
doi: 10.2139/ssrn.4702247
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Attitudes Toward Refugees in the Shadow of Territorial Conflict: Evidence From Cyprus
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Nicholas Sambanis; George I. Kassinis; Elizabeth Kassinis;
Nicholas Sambanis; George I. Kassinis; Elizabeth Kassinis;
doi: 10.2139/ssrn.4679959
doi: 10.2139/ssrn.4679959
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Cross-boundary AI Innovation as Recombinant Search in Heterogeneous Landscapes: A Network Analysis of Computer Science and Autonomous Vehicle Fields (2009-2020)
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Kaige Gao; Dongyeob Kim; Zhewei Zhang; Youngjin Yoo;
Kaige Gao; Dongyeob Kim; Zhewei Zhang; Youngjin Yoo;
doi: 10.2139/ssrn.4692169
doi: 10.2139/ssrn.4692169
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On Love and Lawyering: A Celebration of the East Bay Community Law Center Festschrift in Honor of EBCLC
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Seema N. Patel;
Seema N. Patel;
doi: 10.2139/ssrn.4707045
doi: 10.2139/ssrn.4707045
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A Commitment Rule for Insolvency Forum
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Anthony Joseph Casey; Aurelio Gurrea-Martínez; Robert K. Rasmussen;
Anthony Joseph Casey; Aurelio Gurrea-Martínez; Robert K. Rasmussen;
doi: 10.2139/ssrn.4704029
doi: 10.2139/ssrn.4704029
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The Fourier-Malliavin Volatility (FMVol) MATLAB® Library
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Sanfelici, Simona; Toscano, Giacomo;
Sanfelici, Simona; Toscano, Giacomo;
doi: 10.2139/ssrn.4712297 , 10.48550/arxiv.2402.00172
doi: 10.2139/ssrn.4712297 , 10.48550/arxiv.2402.00172
This paper presents the Fourier-Malliavin Volatility (FMVol) estimation library for MATLAB. This library includes functions that implement Fourier- Malliavin estimators (see Malliavin and Mancino (2002, 2009)) of the volatility and co-volatility of continuous stochastic volatility processes and second-order quantities, like the quarticity (the squared volatility), the volatility of volatility and the leverage (the covariance between changes in the process and changes in its volatility). The Fourier-Malliavin method is fully non-parametric, does not require equally-spaced observations and is robust to measurement errors, or noise, without any preliminary bias correction or pre-treatment of the observations. Further, in its multivariate version, it is intrinsically robust to irregular and asynchronous sampling. Although originally introduced for a specific application in financial econometrics, namely the estimation of asset volatilities, the Fourier-Malliavin method is a general method that can be applied whenever one is interested in reconstructing the latent volatility and second-order quantities of a continuous stochastic volatility process from discrete observations.
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Odious Debts: The Power of a Mythical Doctrine
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Kim Oosterlinck; Ugo Panizza; Mark Weidemaier; Mitu Gulati;
Kim Oosterlinck; Ugo Panizza; Mark Weidemaier; Mitu Gulati;
doi: 10.2139/ssrn.4697112
doi: 10.2139/ssrn.4697112
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Positions of Women in Russia and China: Index of Axial Institutions
descriptionPublicationkeyboard_double_arrow_right Article 2024Publisher:Elsevier BV
Authors: Sofia Rebrey;
Sofia Rebrey;
doi: 10.2139/ssrn.4692481
doi: 10.2139/ssrn.4692481
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Reinterpretation of economic history in the Baltic countries, 30 years after independence

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Attitudes Toward Refugees in the Shadow of Territorial Conflict: Evidence From Cyprus

Cross-boundary AI Innovation as Recombinant Search in Heterogeneous Landscapes: A Network Analysis of Computer Science and Autonomous Vehicle Fields (2009-2020)

On Love and Lawyering: A Celebration of the East Bay Community Law Center Festschrift in Honor of EBCLC

A Commitment Rule for Insolvency Forum

The Fourier-Malliavin Volatility (FMVol) MATLAB® Library

Odious Debts: The Power of a Mythical Doctrine

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Reinterpretation of economic history in the Baltic countries, 30 years after independence

Emergency Department Boarding: Quantifying the Impact of ED Boarding on Patient Outcomes and Downstream Hospital Operations

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Attitudes Toward Refugees in the Shadow of Territorial Conflict: Evidence From Cyprus

Cross-boundary AI Innovation as Recombinant Search in Heterogeneous Landscapes: A Network Analysis of Computer Science and Autonomous Vehicle Fields (2009-2020)

On Love and Lawyering: A Celebration of the East Bay Community Law Center Festschrift in Honor of EBCLC

A Commitment Rule for Insolvency Forum

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Odious Debts: The Power of a Mythical Doctrine

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